Doubling in assets shows demand for low-return investments
Activity limited and dominated by a handful of firms
Competition squeezing returns on short-tenor instruments
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
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Insurers developing new products to reduce exposure to low rates
Supervisors say existing guidance has yet to be tested and may not work
Increased ZZR reserves 'threat to insurers' business model'
Greater transparency could be beneficial, but care must be taken over what is disclosed, speakers say
Insurance groups should ensure consistent approach to model applications across organisation, says chairman of Eiopa's internal model committee
European supervisors are taking different approaches to the Solvency II internal model approval process, says head of Solvency II project for Allianz
Benchmark OTC curves 'will help insurers calculate risk data for market risk models'
Smoothing the flow
When surrender is an option
A suitable ploy?
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.